If I am disconnected from the server and I click yes to automatically reconnect, it appears as though any chat windows I had open before being disconnected are closed. If I recieved any messages while away then they are lost. I am not sure if the same behavior occurs if I choose to not automatically reconnect, though if it does it would be impossible to retrieve my messages. The dialog is also modal so I cannot change focus to the chat windows to be able to see any messages that I received while I was away. I checked the transcripts as well to see if the message was stored there but it was not.
Alex